I am looking for information to connect to a third party api from ignition but I can't find the way or there is not enough documentation for this.
I'm not sure, but it sounds like some other service has a Web API you wish to hit? If so, the system.net.httpClient() tool is built into the platform and just needs some scripting to initiate calls to the API (on timer, or some schedule, or on some other event, up to you).
If you actually want to expose an API for some external service to call into Ignition, then you'll want Ignition's WebDev add-on module.
(Search this forum for httpClient and/or WebDev for many discussions and examples. And the IA docs, of course.)